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Ludwig Arnold (University Bremen, Germany)

Sigurd Assing (University of Warwick, UK)

"On the Spatial Dynamics of the Solution to the Stochastic Heat Equation"

Rainer Buckdahn (Université de Bretagne Occidentale Brest, France)

"Mean-field stochastic differential equations and associated non local PDEs"

Tiziano De Angelis (University of Manchester, UK)

"A solvable two-dimensional degenerate singular stochastic control problem with non convex costs"

Paolo Di Tella (Humboldt-University Berlin, Germany)

"The Chaotic Representation Property of Certain Families of Martingales"

Goncalo dos Reis (University of Edinburgh, UK)

"Customized numerical schemes for FBSDEs"

Ernst Eberlein (University of Freiburg, Germany)

"Lévy driven two price valuation with applications to long-dated contracts"

Christel Geiß (University of Jyväskylä, Finland)

"Malliavin derivative of random functions and applications to Lévy driven BSDEs"

Stefan Geiß (University of Jyväskylä, Finland)

"On variational estimates for quadratic BSDEs"

Christine Grün (Université Toulouse, France)

"Zero-sum stopping games with asymmetric information"

Peter Imkeller (Humboldt University Berlin, Germany)

"A Fourier analysis based approach of integration"

Elena Issoglio (Leeds University, UK)

"Multidimensional SDEs with Distributional Drift"

Monique Jeanblanc (University of Evry, France)

"Enlargement of filtration: an introduction in a discrete time setting"

Yuri Kabanov (Université de Franche-Comté, Besancon Cedex, France)

"On Asymptotics of Ruin Probability with Risky Investments"

Ioannis Karatzas (Columbia University, USA)

"Competing Brownian Particle Systems"

Martin Keller-Ressel (TU Dresden, Germany)

"Some simple example of pure-jump strict local martingales"

Vladimir Kurenok (Washington University, USA)

"On some integral estimates for solutions of SDE´s driven by symmetric stable processes"

Antoine Lejay (Institut Elie Cartan, Nancy, France)

"Theory and applications of some SDE with local time"

Juan Li (Shandong University, China)

"A General Stochastic Maximum Principle for mean-field SDEs"

Jin Ma (University of Southern California, USA)

"Conditional Mean-field SDEs and Mean-field Stochastic Control Problems with Partial Observations"

Michael Mania (Georgian Academy of Sciences)

"On the properties of dynamic value functions in the problem of optimal investment in incomplete markets"

Shige Peng (Shandong University, China)

"Path-dependent PDE, BSDE and Applications"

Goran Peskir (University of Manchester, UK)

"Quickest Detection Problems for Bessel Processes"

Alexandre Popier (Université Le Mans, France)

"Singular backward (doubly) stochastic differential equations"

Enrico Priola (Università degli Studi di Torino, Italy)

"On Weak Uniqueness for Some Degenerate SDEs by Global Lp Estimates"

Marc Quincampoix (Université de Bretagne Occidentale Brest, France)

"Differential games with asymmetric information and without Isaac´s condition"

Catherine Rainer (Université de Bretagne Occidentale Brest, France)

"Markov games with frequent actions and incomplete information"

Aurel Rascanu (Cuza University Iasi, Romania)

"On the continuity of the probabilistic representation of a semilinear Neumann-Dirichlet problem"

Sylvie Roelly (University Potsdam, Germany)

"Path-dependent infinite-dimensional SDE with non-regular drift: an existence result"

Francesco Russo (ENSTA-Paris Tech, France)

"Calculus via regularizations in Banach spaces: path dependent calculus and Kolmogorov type equations"

Wolfgang Schmidt (Frankfurt School of Finance & Management, Frankfurt/Main, Germany)

"Multivariate Markov Copulas"

Carlo Sgarra (Politecnico di Milano, Milan)

"American option pricing in market models with stochastic volatility and transaction costs"

Georgiy Shevchenko (National University of Kiev, Ukraine)

"Integral representation in models with long memory"

Albert Shiryaev (Moscow State University, Russia)

"Professor Hans-Jürgen Engelbert, stochastic calculus and some new results"

Shiqi Song (University of Evry, France)

"Dynamic construction of martingales of density functions"

Jordan Stoyanov (Newcastle University, UK)

"SDEs with unusual moment determinacy properties"

Mikhail Urusov (University of Duisburg-Essen, Germany)

"Approximating Irregular SDEs via Iterative Skorokhod Embeddings"

Jerzy Zabczyk (Polish Academy of Sciences, Warschau, Poland)

"Gauss-Markov Processes on Hilbert Spaces"

Martina Zähle (Friedrich-Schiller-University Jena, Germany)

"Generalized forward integrals and SDE - regularity of global solutions"